How to properly fill?
What you have:



Internal faces (pointed by Duarte Farrajota Ramos), loose edges, unconnected vertices, unnecessary faces...

You can try to clean it up by Recalculate Normals (suggested by CGEffex), Remove Doubles, cutting faces and connecting vertices to have mostly quad topology.

You should avoid creating ngons and tris (these could be useful sometimes).

But...

What you need:



In this particular case you can recreate this mesh fairly easy just by using Extrude and Snapping (to existing mesh).

I will not explain it step by step as this is kind a Blender 101 and you can find large number of tutorials about extruding basic shapes.

Final thoughts:

You have mentioned that you are using .OBJ files. I understand that you are importing them. If yes then it will not be easy to clean them up. I have fairly good experience with them (exported from various CAD-like software) and always it was nightmare to work with. I can't give you any more tips besides those from above. In my case I've recreated from scratch 70-80% of meshes just to save some time.

Blend file: